High-dimensional low-rank three-way tensor autoregressive time series predictor

Recently, tensor time-series forecasting has gained increasing attention, whose core requirement is how to perform dimensionality reduction. In this paper, we establish a least square optimization model by combining tensor singular value decomposition (t-SVD) with autoregression (AR) to forecast thi...

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Bibliographic Details

Published in:	Expert systems with applications Vol. 299; p. 130104
Main Authors:	Wang, Haoning, Zhang, Liping
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.03.2026
Subjects:	Alternating minimization algorithm Autoregression Tensor singular value decomposition Tensor time series forecasting Autoregression Tensor singular value decomposition Tensor time series forecasting Alternating minimization algorithm
ISSN:	0957-4174
Online Access:	Get full text
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